[R] generalized linear mixed models with a beta distribution
Prof Brian Ripley
ripley at stats.ox.ac.uk
Wed Mar 12 20:42:16 CET 2008
glmmPQL can fit the same GLM families as glm() can -- it does not list
_any_ .
Howver, the beta distribution does not give a GLM family and hence your
subject line is strictly about a non-existent concept. I'm presuming that
you want to model the logit of the mean of a beta by a random effects
model -- it is unclear what you want to do with the other parameter.
Note that the beta does fit into the framework of package gamlss, but I am
not aware of an option for random effects in that framework.
On Wed, 12 Mar 2008, Craig A Faulhaber wrote:
> Greetings,
>
> I am interested in using a generalized linear mixed model with data that
> best fits a beta distribution (i.e., the data is bounded between 0 and 1
> but is not binomial). I noticed that the beta distribution is not
> listed as an option in the "family objects" for glmmPQL or lmer. I
> found a thread on this listserve from 2006 ("[R] lmer and a response
> that is a proportion") that indicated that there was no package
https://stat.ethz.ch/pipermail/r-help/2006-December/121567.html
> available for mixed effects models with a beta distribution at that
> time. This thread also indicated that package betareg did not allow
> inclusion of random effects.
But it did suggest modelling this in nlme via a variance specification,
and that remains a good suggestion.
> Does anyone know of a package or code for a generalized linear mixed
> model that allows a beta distribution? Transforming my data might allow
> me to use another family, but I would rather not transform the data if
> possible. Thanks for your help!
>
> Sincerely,
> Craig Faulhaber
--
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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